In a small study involving 24 men, the same erotic material was presented in five formats. On average, film produced more arousal than slides, spoken or written text, and fantasy. This is an older study with a very small male sample, so it does not describe everyone's preferences. Another study found that a soundtrack could change people's subjective arousal ratings while they watched erotic video; it tested sound together with images, not audio stories on their own.
Try noticing what works for you: being able to pause, setting your own pace, a voice, visual detail, or room for imagination. Preferences can shift with mood and context. And format is not a test of how uninhibited you are: you can like one, several, or none. What matters is that the experience feels like yours, rather than something imposed by someone else's idea of what “should” be arousing.